The very first thing you should do is check the laws in your state.
Frequently, you'll take a bath by trading a gun in. The consignment rate mentioned in the third post doesn't sound too bad, though your area might vary.
The transfer idea mentioned in the second post is a good one, though some gun shops don't like doing them — check first.
An alternative that I frequently see here in Florida is for the seller to only sell to someone with a Concealed Weapons License (Florida's term for a CCW/CWP). That way you know there has been a background check done on the buyer.
"An armed society is a polite society." — Robert A. Heinlein
"After a shooting spree, they always want to take the guns away from the people who didn't do it. I sure as hell wouldn't want to live in a society where the only people allowed guns are the police and the military."
— William S. Burroughs